+1,315.7%
MU vs ALC
-16.0%
+1,331.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.3% | +7.0% |
| 7D | +9.0% | -2.1% | +11.1% | +9.8% |
| 30D | +13.8% | -0.1% | +13.9% | +13.4% |
| 3M | +2.1% | +5.9% | -3.8% | -1.9% |
| 6M | +153.8% | -15.9% | +169.7% | +171.5% |
| YTD | +256.4% | -10.1% | +266.5% | +265.7% |
| 1Y | +719.8% | -10.2% | +730.0% | +740.1% |
| 3Y | +1,360.4% | -13.6% | +1,373.9% | +1,404.6% |
| All | +1,315.7% | -16.0% | +1,331.7% | +1,349.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling